+84.9%
TFC vs TLN
+683.0%
-598.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.2% | -5.3% | +1.3% |
| 7D | +0.3% | +9.1% | -8.7% | -0.6% |
| 30D | +9.2% | -4.1% | +13.2% | +9.4% |
| 3M | -2.9% | +4.4% | -7.3% | -3.7% |
| 6M | +3.5% | -6.0% | +9.5% | +3.2% |
| YTD | +5.4% | -3.1% | +8.6% | +4.2% |
| 1Y | +17.3% | -6.1% | +23.4% | +16.1% |
| 3Y | +96.7% | +575.3% | -478.7% | +35.9% |
| All | +84.9% | +683.0% | -598.2% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling